MCMC Bayesian Estimation in FIEGARCH Models (Q2828706)
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scientific article; zbMATH DE number 6643780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MCMC Bayesian Estimation in FIEGARCH Models |
scientific article; zbMATH DE number 6643780 |
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MCMC Bayesian Estimation in FIEGARCH Models (English)
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26 October 2016
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Bayesian inference
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FIEGARCH processes
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long-range dependence
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MCMC
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